During the filming of The Unbeliever in 1918, McKee worked with his future wife, actress Marguerite Courtot. The two performers worked together again in 1922 in the production Down to the Sea in Ships. They wed the following year on April 14 and remained married for nearly 60 years, until Raymond's death. After retiring from acting, McKee focused his attention on The Zulu Hut, a restaurant that he originally opened in Los Angeles in the 1920s.